MCQMC 2018: 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, July 1-6 2018, Rennes, France
Sprache des Titels:
Englisch
Original Kurzfassung:
The MCQMC Conference is a biennial meeting on Monte Carlo and quasi-Monte Carlo methods. It usually attracts 150 to 200 mathematicians, computer scientists, statisticians and researchers in related fields.
Topics
?Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo
?Digital nets and lattice rules
?Discrepancy theory
?Complexity and tractability of multivariate problems
?Multi-level Monte Carlo
?Sequential Monte Carlo and particle methods
?Rare event simulation
?Randomized quasi-Monte Carlo
?Variance reduction methods
?MC/QMC methods in physics, chemistry, finance, computer graphics and other areas